ICON Seminar in Learning: Prof. Alex Olshevsky (BU)
| Event Date: | March 25, 2022 |
|---|---|
| Speaker: | Prof. Alex Olshevsky |
| Speaker Affiliation: | Boston University |
| Time: | 2:00pm-3:00pm |
| Location: | https://purdue-edu.zoom.us/j/98949233496?pwd=Vm53YTMvSVE1OS9LYXVTb2EyQWJhUT09 |
| Priority: | No |
| College Calendar: | Show |
Title: The Connection between Reinforcement Learning and Gradient Descent
ICON Seminar Series on Learning Meets Control
Zoom link: https://purdue-edu.zoom.us/j/98949233496?pwd=Vm53YTMvSVE1OS9LYXVTb2EyQWJhUT09
The Connection between Reinforcement Learning and Gradient Descent
Abstract:
Temporal difference (TD) learning with linear function approximation is one of the earliest methods in reinforcement learning and the basis of many modern methods. We revisit the analysis of TD learning through a new lens and show that TD may be viewed as a modification of gradient descent. This leads not only to a better explanation of what TD does but also improved convergence times guarantees. In particular, we are able to show that TD learning does well in the limit as the discount factor approaches one. The presentation will assume no prior knowledge of reinforcement learning and should be understandable to anyone familiar with Markov chains.
Bio:
Alex Olshevsky received the B.S. degree in applied mathematics and the B.S. degree in electrical engineering from the Georgia Institute of Technology, Atlanta, GA, USA, both in 2004, and the M.S. and Ph.D. degrees in electrical engineering and computer science from the Massachusetts Institute of Technology, Cambridge, MA, USA, in 2006 and 2010, respectively. He was a postdoctoral scholar at Princeton University from 2010 to 2012, and an Assistant Professor at the University of Illinois at Urbana-Champaign from 2012 to 2016. He is currently an Associate Professor with the ECE department at Boston University. Dr. Olshevsky is a recipient of the NSF CAREER Award, the Air Force Young Investigator Award, the INFORMS Computing Society Prize for the best paper on the interface of operations research and computer science, a SIAM Award for annual paper from the SIAM Journal on Control and Optimization chosen to be reprinted in SIAM Review, and an IMIA award for best paper on clinical medical informatics in 2019.
Seminar Video:
2022-03-25 14:00:00 2022-03-25 15:00:00 America/Indiana/Indianapolis ICON Seminar in Learning: Prof. Alex Olshevsky (BU) Title: The Connection between Reinforcement Learning and Gradient Descent https://purdue-edu.zoom.us/j/98949233496?pwd=Vm53YTMvSVE1OS9LYXVTb2EyQWJhUT09